/* nag_regsn_quant_linear_iid (g02qfc) Example Program.
*
* Copyright 2014 Numerical Algorithms Group.
*
* Mark 23, 2011.
*/
/* Pre-processor includes */
#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg02.h>
#define B(i,j) b[(j) * m + i]
#define BU(i,j) bu[(j) * m + i]
#define BL(i,j) bl[(j) * m + i]
#define X(i,j) x[(i) * m + j]
int main(void)
{
/* Integer scalar and array declarations */
Integer i, j, l, m, n, ntau;
Integer *info = 0;
Integer exit_status = 0;
/* NAG structures */
NagError fail;
/* Double scalar and array declarations */
double df;
double *b = 0, *bl = 0, *bu = 0, *tau = 0, *x = 0, *y = 0;
/* Initialise the error structure */
INIT_FAIL(fail);
printf("nag_regsn_quant_linear_iid (g02qfc) Example Program Results\n\n");
/* Skip heading in data file */
scanf("%*[^\n] ");
/* Read in the problem size */
scanf("%ld%ld%ld%*[^\n] ",&n,&m,&ntau);
/* Allocate memory for input arrays */
if (!(y = NAG_ALLOC(n, double)) ||
!(tau = NAG_ALLOC(ntau, double)) ||
!(x = NAG_ALLOC(n*m, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Read in the data */
for (i = 0; i < n; i++) {
for (j = 0; j < m; j++)
scanf("%lf", &X(i,j));
scanf("%lf",&y[i]);
}
scanf("%*[^\n] ");
/* Read in the quantiles required */
for (l = 0; l < ntau; l++) {
scanf("%lf",&tau[l]);
}
scanf("%*[^\n] ");
/* Allocate memory for output arrays */
if (!(b = NAG_ALLOC(m*ntau, double)) ||
!(info = NAG_ALLOC(ntau, Integer)) ||
!(bl = NAG_ALLOC(m*ntau, double)) ||
!(bu = NAG_ALLOC(m*ntau, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* nag_regsn_quant_linear_iid (g02qfc).Quantile linear regression, simple
interface, independent, identically distributed (IID) errors */
nag_regsn_quant_linear_iid(n,m,x,y,ntau,tau,&df,b,bl,bu,info,&fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_regsn_quant_linear_iid (g02qfc).\n%s\n",
fail.message);
if (fail.code == NW_POTENTIAL_PROBLEM) {
printf("Additional error information: ");
for (i = 0; i < ntau; i++)
printf("%ld ",info[i]);
printf("\n");
} else {
exit_status = 1;
goto END;
}
}
/* Display the parameter estimates */
for (l = 0; l < ntau; l++) {
printf(" Quantile: %6.3f\n\n", tau[l]);
printf(" Lower Parameter Upper\n");
printf(" Limit Estimate Limit\n");
for (j = 0; j < m; j++) {
printf(" %3ld %7.3f %7.3f %7.3f\n", j + 1, BL(j,l), B(j,l),
BU(j,l));
}
printf("\n\n");
}
END:
NAG_FREE(info);
NAG_FREE(b);
NAG_FREE(bl);
NAG_FREE(bu);
NAG_FREE(tau);
NAG_FREE(x);
NAG_FREE(y);
return(exit_status);
}